DZ Bank Call 16 RAW 20.06.2025
/ DE000DJ39EJ1
DZ Bank Call 16 RAW 20.06.2025/ DE000DJ39EJ1 /
| 2024-06-10 10:04:35 AM |
Chg.-0.040 |
Bid10:07:42 AM |
Ask10:07:42 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.800EUR |
-1.41% |
2.790
Bid Size: 50,000 |
2.840
Ask Size: 50,000 |
RAIFFEISEN BK INTL I... |
16.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
DJ39EJ |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
RAIFFEISEN BK INTL INH. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-07-19 |
| Last trading day: |
2025-06-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.67 |
| Intrinsic value: |
0.91 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.28 |
| Parity: |
0.91 |
| Time value: |
2.07 |
| Break-even: |
18.98 |
| Moneyness: |
1.06 |
| Premium: |
0.12 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.15 |
| Spread %: |
5.30% |
| Delta: |
0.67 |
| Theta: |
0.00 |
| Omega: |
3.81 |
| Rho: |
0.09 |
Quote data
| Open: |
2.770 |
| High: |
2.800 |
| Low: |
2.770 |
| Previous Close: |
2.840 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.35% |
| 1 Month |
|
|
-20.68% |
| 3 Months |
|
|
-36.22% |
| YTD |
|
|
-33.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.030 |
2.820 |
| 1M High / 1M Low: |
3.620 |
2.820 |
| 6M High / 6M Low: |
5.320 |
2.250 |
| High (YTD): |
2024-02-22 |
5.320 |
| Low (YTD): |
2024-06-04 |
2.820 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.908 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.148 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.830 |
| Avg. volume 6M: |
|
3.387 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.93% |
| Volatility 6M: |
|
106.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
